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Introduction to Stochastic Processes I
JUNE 22, 2026 — AUGUST 13, 2026
STATS217
Details:
Time: No Topic - No Type
Units: 3
Class Number: 11581
Interest Area: Math and Data Science
Population: Undergraduate, Graduate
Interest Area: Math and Data Science
Course Format & Length: In Person, 8 Weeks
Pre-requisites:
Pre-requisites
We expect visiting students to have knowledge that is equivalent to the listed Stanford pre-requisite course.
Cross Listing: -
Grading Basis: Letter or Credit/No Credit
Description:
Discrete and continuous time Markov chains, Poisson processes, random walks, branching processes, first passage times, recurrence and transience, stationary distributions.
Course notes:
There are also equivalent courses in other departments that satisfy the course prerequisites.
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